Boundary perturbations and the Helmholtz equation in three dimensions

We propose an analytic perturbative scheme in the spirit of Lord Rayleigh's work for determining the eigenvalues of the Helmholtz equation in three dimensions inside an arbitrary boundary where the eigenfunction satisfies either the Dirichlet boundary condition or the Neumann boundary condition. Although numerous works are available in the literature for arbitrary boundaries in two dimensions, to the best of our knowledge the formulation in three dimensions is proposed for the first time. In this novel prescription, we have expanded the arbitrary boundary in terms of spherical harmonics about an equivalent sphere and obtained perturbative closed-form solutions at each order for the problem in terms of corrections to the equivalent spherical boundary for both the boundary conditions. This formulation is in parallel with the standard time-independent Rayleigh-Schrodinger perturbation theory. The efficacy of the method is tested by comparing the perturbative values against the numerically calculated eigenvalues for spheroidal, superegg and superquadric shaped boundaries. It is shown that this perturbation works quite well even for wide departure from spherical shape and for higher excited states too. We believe this formulation would find applications in the field of quantum dots and acoustical cavities.

Fast numerical methods for mixed, singular Helmholtz boundary value problems and Laplace eigenvalue problems - with applications to antenna design, sloshing, electromagnetic scattering and spectral geometry

This thesis presents a novel class of algorithms for the solution of scattering and eigenvalue problems on general two-dimensional domains under a variety of boundary conditions, including non-smooth domains and certain "Zaremba" boundary conditions - for which Dirichlet and Neumann conditions are specified on various portions of the domain boundary. The theoretical basis of the methods for the Zaremba problems on smooth domains concern detailed information, which is put forth for the first time in this thesis, about the singularity structure of solutions of the Laplace operator under boundary conditions of Zaremba type. The new methods, which are based on use of Green functions and integral equations, incorporate a number of algorithmic innovations, including a fast and robust eigenvalue-search algorithm, use of the Fourier Continuation method for regularization of all smooth-domain Zaremba singularities, and newly derived quadrature rules which give rise to high-order convergence even around singular points for the Zaremba problem. The resulting algorithms enjoy high-order convergence, and they can tackle a variety of elliptic problems under general boundary conditions, including, for example, eigenvalue problems, scattering problems, and, in particular, eigenfunction expansion for time-domain problems in non-separable physical domains with mixed boundary conditions.

Boundary triplets and M-functions for non-selfadjoint operators, with applications to elliptic PDEs and block operator matrices

B.M. Brown, M. Marletta, S. Naboko, I. Wood: Boundary triplets and M-functions for non-selfadjoint operators, with applications to elliptic PDEs and block operator matrices, J. London Math. Soc., June 2008; 77: 700-718. The full text of this article will be made available in this repository in June 2009 Sponsorship: EPSRC,INTAS

Generalised Dirichelt-to-Neumann map in time dependent domains

We study the heat, linear Schrodinger and linear KdV equations in the domain l(t) < x < ∞, 0 < t < T, with prescribed initial and boundary conditions and with l(t) a given differentiable function. For the first two equations, we show that the unknown Neumann or Dirichlet boundary value can be computed as the solution of a linear Volterra integral equation with an explicit weakly singular kernel. This integral equation can be derived from the formal Fourier integral representation of the solution. For the linear KdV equation we show that the two unknown boundary values can be computed as the solution of a system of linear Volterra integral equations with explicit weakly singular kernels. The derivation in this case makes crucial use of analyticity and certain invariance properties in the complex spectral plane. The above Volterra equations are shown to admit a unique solution.

Boundary value problems for the elliptic sine-Gordon equation in a semi-strip

We study boundary value problems posed in a semistrip for the elliptic sine-Gordon equation, which is the paradigm of an elliptic integrable PDE in two variables. We use the method introduced by one of the authors, which provides a substantial generalization of the inverse scattering transform and can be used for the analysis of boundary as opposed to initial-value problems. We first express the solution in terms of a 2 by 2 matrix Riemann-Hilbert problem whose \jump matrix" depends on both the Dirichlet and the Neumann boundary values. For a well posed problem one of these boundary values is an unknown function. This unknown function is characterised in terms of the so-called global relation, but in general this characterisation is nonlinear. We then concentrate on the case that the prescribed boundary conditions are zero along the unbounded sides of a semistrip and constant along the bounded side. This corresponds to a case of the so-called linearisable boundary conditions, however a major difficulty for this problem is the existence of non-integrable singularities of the function q_y at the two corners of the semistrip; these singularities are generated by the discontinuities of the boundary condition at these corners. Motivated by the recent solution of the analogous problem for the modified Helmholtz equation, we introduce an appropriate regularisation which overcomes this difficulty. Furthermore, by mapping the basic Riemann-Hilbert problem to an equivalent modified Riemann-Hilbert problem, we show that the solution can be expressed in terms of a 2 by 2 matrix Riemann-Hilbert problem whose jump matrix depends explicitly on the width of the semistrip L, on the constant value d of the solution along the bounded side, and on the residues at the given poles of a certain spectral function denoted by h. The determination of the function h remains open.

Boundary and internal conditions for adjoint fluid-flow problems

The ever-increasing robustness and reliability of flow-simulation methods have consolidated CFD as a major tool in virtually all branches of fluid mechanics. Traditionally, those methods have played a crucial role in the analysis of flow physics. In more recent years, though, the subject has broadened considerably, with the development of optimization and inverse design applications. Since then, the search for efficient ways to evaluate flow-sensitivity gradients has received the attention of numerous researchers. In this scenario, the adjoint method has emerged as, quite possibly, the most powerful tool for the job, which heightens the need for a clear understanding of its conceptual basis. Yet, some of its underlying aspects are still subject to debate in the literature, despite all the research that has been carried out on the method. Such is the case with the adjoint boundary and internal conditions, in particular. The present work aims to shed more light on that topic, with emphasis on the need for an internal shock condition. By following the path of previous authors, the quasi-1D Euler problem is used as a vehicle to explore those concepts. The results clearly indicate that the behavior of the adjoint solution through a shock wave ultimately depends upon the nature of the objective functional.

Criação de fótons no efeito Casimir dinâmico em cavidade oscilante com condições de Neumann e Dirichlet

Consideramos um campo escalar não massivo num espaço-tempo bi-dimensional dentro de uma cavidade oscilante com condições de contorno mistas. Discutindo do fenômeno da criação de partículas, consideramos uma situação de ressonância paramétrica na qual a freqüência de oscilação da fronteira é duas vezes a freqüência do primeiro modo da cavidade estática. Por conveniência, supomos que a fronteira que está em repouso impõe ao campo a condição de Neumann, enquanto que a outra, em movimento não relativístico, impõe ao campo a condição de Dirichlet. Seguindo o procedimento desenvolvido por Dodonov e Klimov (Phys. Rev. A, 56, 2664 (1996)), calculamos o número de partículas criadas, a taxa de geração e a energia na cavidade. Comparamos nossos resultados aos encontrados na literatura para o caso Dirichlet-Dirichlet.

Natural convection boundary-layer adjacent to an inclined flat plate subject to sudden and ramp heating

The natural convection thermal boundary layer adjacent to an inclined flat plate subject to sudden heating and a temperature boundary condition which follows a ramp function up until a specified time and then remains constant is investigated. The development of the flow from start-up to a steady-state has been described based on scaling analyses and verified by numerical simulations. Different flow regimes based on the Rayleigh number are discussed with numerical results for both boundary conditions. For ramp heating, the boundary layer flow depends on the comparison of the time at which the ramp heating is completed and the time at which the boundary layer completes its growth. If the ramp time is long compared with the steady state time, the layer reaches a quasi steady mode in which the growth of the layer is governed solely by the thermal balance between convection and conduction. On the other hand, if the ramp is completed before the layer becomes steady; the subsequent growth is governed by the balance between buoyancy and inertia, as for the case of instantaneous heating.

Analytical solutions for the multi-term time-fractional diffusion-wave/diffusion equations in a finite domain

Multi-term time-fractional differential equations have been used for describing important physical phenomena. However, studies of the multi-term time-fractional partial differential equations with three kinds of nonhomogeneous boundary conditions are still limited. In this paper, a method of separating variables is used to solve the multi-term time-fractional diffusion-wave equation and the multi-term time-fractional diffusion equation in a finite domain. In the two equations, the time-fractional derivative is defined in the Caputo sense. We discuss and derive the analytical solutions of the two equations with three kinds of nonhomogeneous boundary conditions, namely, Dirichlet, Neumann and Robin conditions, respectively.

An Analysis of a Boundary Layer Diffusion Flame Over a Porous Flat Plate in a Confined Flow

A numerical analysis of the gas dynamic structure of a two-dimensional laminar boundary layer diffusion flame over a porous flat plate in a confined flow is made on the basis of the familiar boundary layer and flame sheet approximations neglecting buoyancy effects. The governing equations of aerothermochemistry with the appropriate boundary conditions are solved using the Patankar-Spalding method. The analysis predicts the flame shape, profiles of temperature, concentrations of variousspecies, and the density of the mixture across the boundary layer. In addition, it also predicts the pressure gradient in the flow direction arising from the confinement ofthe flow and the consequent velocity overshoot near the flame surface. The results of thecomputation performed for an n-pentane-air system are compared with experimental data andthe agreement is found to be satisfactory.

Heat transfer to power-law fluids in thermal entrance region with viscous dissipation for constant heat flux conditions

An analytical solution of the heat transfer problem with viscous dissipation for non-Newtonian fluids with power-law model in the thermal entrance region of a circular pipe and two parallel plates under constant heat flux conditions is obtained using eigenvalue approach by suitably replacing one of the boundary conditions by total energy balance equation. Analytical expressions for the wall and the bulk temperatures and the local Nusselt number are presented. The results are in close agreement with those obtained by implicit finite-difference scheme. It is found that the role of viscous dissipation on heat transfer is completely different for heating and cooling conditions at the wall. The results for the case of cooling at the wall are of interest in the design of the oil pipe line.

A semi-analytical solution for multilayer diffusion in a composite medium consisting of a large number of layers

Diffusion in a composite slab consisting of a large number of layers provides an ideal prototype problem for developing and analysing two-scale modelling approaches for heterogeneous media. Numerous analytical techniques have been proposed for solving the transient diffusion equation in a one-dimensional composite slab consisting of an arbitrary number of layers. Most of these approaches, however, require the solution of a complex transcendental equation arising from a matrix determinant for the eigenvalues that is difficult to solve numerically for a large number of layers. To overcome this issue, in this paper, we present a semi-analytical method based on the Laplace transform and an orthogonal eigenfunction expansion. The proposed approach uses eigenvalues local to each layer that can be obtained either explicitly, or by solving simple transcendental equations. The semi-analytical solution is applicable to both perfect and imperfect contact at the interfaces between adjacent layers and either Dirichlet, Neumann or Robin boundary conditions at the ends of the slab. The solution approach is verified for several test cases and is shown to work well for a large number of layers. The work is concluded with an application to macroscopic modelling where the solution of a fine-scale multilayered medium consisting of two hundred layers is compared against an “up-scaled” variant of the same problem involving only ten layers.

Effect of boundary condition description on convergence of solution in a boundary-value problem

It is well known that the numerical accuracy of a series solution to a boundary-value problem by the direct method depends on the technique of approximate satisfaction of the boundary conditions and on the stage of truncation of the series. On the other hand, it does not appear to be generally recognized that, when the boundary conditions can be described in alternative equivalent forms, the convergence of the solution is significantly affected by the actual form in which they are stated. The importance of the last aspect is studied for three different techniques of computing the deflections of simply supported regular polygonal plates under uniform pressure. It is also shown that it is sometimes possible to modify the technique of analysis to make the accuracy independent of the description of the boundary conditions.

Outward spherical solidification of a superheated melt with time dependent boundary flux

Short-time analytical solutions of solid and liquid temperatures and freezing front have been obtained for the outward radially symmetric spherical solidification of a superheated melt. Although results are presented here only for time dependent boundary flux, the method of solution can be used for other kinds of boundary conditions also. Later, the analytical solution has been compared with the numerical solution obtained with the help of a finite difference numerical scheme in which the grid points change with the freezing front position. An efficient method of execution of the numerical scheme has been discussed in details. Graphs have been drawn for the total solidification times and temperature distributions in the solid.

Non-Newtonian boundary layers on a moving cylinder

The analysis of steady laminar forced convection boundary layer of power-law non-Newtonian fluids on a continuously moving cylinder with the surface maintained at a uniform temperature or uniform heat flux is presented. Of interest were the effects of power-law viscosity index, transverse curvature, generalized Prandtl number and streamwise coordinate on the local Nusselt number as well as on the velocity and temperature profiles. The two thermal boundary conditions yield quite similar results. Comparison of the calculated results with available series expansion solutions for a Newtonian fluid shows a very good performance of the present numerical procedure.